-25.9%
UPS vs KHC
-9.9%
-16.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | -2.3% | -0.1% | -2.2% | -2.4% |
| 3M | -5.2% | +8.3% | -13.6% | -7.5% |
| 6M | +1.4% | +5.0% | -3.5% | -0.2% |
| YTD | +6.1% | +8.0% | -1.9% | +3.4% |
| 1Y | +27.0% | -1.1% | +28.1% | +27.0% |
| 3Y | -25.9% | -10.7% | -15.2% | -25.2% |
| All | -25.9% | -9.9% | -16.0% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling